I agree with Jexx. Trance is a process that happens as movement of your consciousness state within a continuum / spectrum, just like lucidity in a dream can be this kind of spectrum too. The Mind-awake-body-asleep-state (or sleep paralysis) can be the (final?) goal or a landmark within this spectrum. When you daydream you also are already in a kind of trance but certainly not (body) asleep or in (sleep) paralysis.